If you're using a broadband router, no doubt it contains a hardware-based firewall that's going to be far more secure than any software-based firewall. The snag is that your firewall has to cover every computer connected to your network. Yes, you can set up individual rules for each machine, but some people find it all too difficult to configure their router. Often it's easier to leave the hardware firewall and configure each computer on an individual basis. What is appropriate for you is less appropriate for your young kids. If they connect to your network, you might not want them to leave their computer online, unattended.
PC Tools Firewall Plus 3 has recently been upgraded and this is a superb free personal firewall you can install on each home computer connected to your network. It has a number of features, including a stealth mode so you can stop other computers on the same network from connecting to your machine.
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